Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature
Probability
2019-04-16 v4
Abstract
We consider the Gaussian beta-ensemble when scales with the number of particles such that . Under a certain regime for , we show that the largest particle satisfies a large deviations principle in with speed and explicit rate function. As a consequence, the largest particle converges in probability to , the rightmost point of the semicircle law.
Cite
@article{arxiv.1806.07651,
title = {Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature},
author = {Cambyse Pakzad},
journal= {arXiv preprint arXiv:1806.07651},
year = {2019}
}
Comments
16 pages